Alf_HEik_MacD_EurUsd_30M_V0002 by Freesby

3403 downloads / 2581 views / Created: 16.02.2018 / Updated: 16.02.2018
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Strategy Description


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The slots show the logic for the long positions only. Forex Strategy Builder automatically computes the proper logic for the short positions.

Strategy Properties
Same direction signal - Add
Opposite direction signal - Reverse
Permanent Stop Loss - None
Permanent Take Profit - None
Break Even - None
Opening Point of the Position
Custom Donchian Channel
Enter long at the Lower Band
Base price - High & Low
Period - 144
Shift - 130
Use previous bar value - True
Opening Logic Condition
ALF
ALF rises
Base price - Median
Lookback - 20
Median - 5
Shift - 0
Use previous bar value - True
Opening Logic Condition
Heiken Ashi
White H.A. bar without lower shadow
Base price - High, Low, Open, Close
Use previous bar value - True
Opening Logic Condition
MACD Zero Lag
MACD Zero Lag histogram rises
Smoothing method - Exponential
Base price - Close
Signal line method - Exponential
Slow MA period - 26
Fast MA period - 12
Signal line period - 9
Level - 0.0000
Use previous bar value - True
Closing Point of the Position
Day Closing
Exit the market at the end of the day
Base price - Close
Closing Logic Condition
Donchian Channel
The bar closes above Upper Band
Base price - High & Low
Period - 154
Shift - 50
Use previous bar value - False
Closing Logic Condition
CCI Buy Sell Zones
Sell zone is formed
Smoothing method - Weighted
MA method - Weighted
Base price - Typical
CCI period - 3
MA period - 15
Level - 100
Use previous bar value - False
Closing Logic Condition
Accumulation Distribution
AD falls
Use previous bar value - False
Account Stats
Acceptance criteria
Net balance8980,83
Intrabar scanning
Ambiguous bars0
Profit per day4,74
Max consecutive losses4
System quality number2,77
Sharpe ratio0,23
Average HPR1,30
Profit factor2,36
Tested bars49723
Minimum balance1761,32
Maximum balance8980,83
Max balance drawdown1043,83
Max equity drawdown15,46 %
Max stagnation253
Average profit318,53
Average loss-189,75
Executed orders333
Win/loss ratio0,58
Time in position15%
Market Stats
SymbolEURUSD
PeriodM30
Count of bars50000
Time of updating2018-01-19 10:00
Time of beginning2013-12-30 23:00
Minimum price1.03403
Maximum price1.39933
Average Gap1 points
Maximum Gap1926 points
Average High-Low114 points
Maximum High-Low2462 points
Average Close-Open56 points
Maximum Close-Open1734 points
Maximum days off3
Input Stats
Profile nameDefault profile
Data source nameFSB Demo data
Strategy nameNew Strategy1
ChartEURUSD M30
Data bars50000
Time of updating2018-01-19 10:00
Time of beginning2013-12-30 23:00
Spread20,00 points
Swap long-2,00 points
Swap short-2,00 points
Commission0,00 points
Slippage0,00 points
Interpolation methodPessimistic
Initial Account2000 EUR
Leverage500
Account exchange rateDeal price
Auto scanSwitched on
Trade until Margin CallSwitched on
Risk warning: Forex, spread bets and CFD are leveraged products. They may not be suitable for you as they carry a high degree of risk to your capital and you can lose more than your initial investment. You should ensure you understand all of the risks.
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